PYADOLC, a wrapper for ADOL-C
- Short Description:
- This PYADOLC, a Python module to differentiate complex algorithms written in Python. It wraps the functionality of the library ADOL-C (C++).
- Sebastian F. Walter
- Licence (new BSD):
Copyright (c) 2008, Sebastian F. Walter All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. * Neither the name of the HU Berlin nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY Sebastian F. Walter ''AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL Sebastian F. Walter BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
import numpy from adolc import * N = M = 10 A = numpy.zeros((M,N)) A[:] = [[ 1./N +(n==m) for n in range(N)] for m in range(M)] def f(x): return numpy.dot(A,x) # tape a function evaluation ax = numpy.array([adouble(0) for n in range(N)]) trace_on(1) independent(ax) ay = f(ax) dependent(ay) trace_off() x = numpy.array([n+1 for n in range(N)]) # compute jacobian of f at x J = jacobian(1,x) # compute gradient of f at x if M==1: g = gradient(1,x)
- OPTIONAL REQUIREMENTS:
- For sparse Jacobians and Hessians: ColPack 1.0.0 http://www.cscapes.org/coloringpage/software.htm
- scons build tool (makes things easier if you need to recompile pyadolc)
CHECK REQUIREMENTS: Make sure you have ADOL-C (version 2.1 and above), ColPack (version 1.0.0 and above) the boost libraries and numpy installed. All with header files.
- BUILD COLPACK
- this should generate
- BUILD ADOL-C:
./configure --enable-sparse --with-colpack=/home/b45ch1/workspace/ColPack/build
- REMARK: the option
--enable-sparseis used in ADOLC-2.2.1. In ADOLC-2.1.0 it is called
- You don't have to run
- You should then have a folder
cd ~and then
git clone git://github.com/b45ch1/pyadolc.git
- BUILD PYADOLC:
- change to the folder
~/pyadolcand rename the file
setup.pyto fit your system. In particular, you have to set the paths to your ADOL-C installation and boost python.
python setup.py build. A new folder with a name similar to
~/pyadolc/build/lib.linux-x86_64-2.6should be generated.
python setup.py installto install pyadolc to your system.
- TEST YOUR INSTALLATION:
- Change directory to
python -c "import adolc; adolc.test()". All tests should pass.
You can also use scons (if you have it) instead of using setup.py
If anything goes wrong, please file a bug report.